ATTAINABLE CONTINGENT CLAIMS IN A MARKOVIAN REGIME-SWITCHING MARKET (Q4909140): Difference between revisions

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+Q4742671
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+ATTAINABLE CLAIMS IN A MARKOV MARKET
@@ Property / cites work: ATTAINABLE CLAIMS IN A MARKOV MARKET / rank @@
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+Martingales, the Malliavin calculus and hypoellipticity under general H�rmander's conditions
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+The Pricing of Options and Corporate Liabilities
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+AMERICAN OPTIONS WITH REGIME SWITCHING
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+Filtering with discrete state observations
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+Utility-based indifference pricing in regime-switching models
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+On pricing and hedging options in regime-switching models with feedback effect
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+A game theoretic approach to option valuation under Markovian regime-switching models
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@@ Property / full work available at URL @@
+https://doi.org/10.1142/s0219024912500550
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+W2088233227
@@ Property / OpenAlex ID: W2088233227 / rank @@
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